Journal of Big Data

Table 24 Stacking and blending ensemble regressors error metrics result on NYSE dataset

From: A comprehensive evaluation of ensemble learning for stock-market prediction

Model	RMSE	MAE	R²	EVS	MedAE	RMSLE	Train time	Test time
STK_DSN_R	0.015	0.011	0.989	0.989	0.009	0.007	0.192	0.001
STK_SND_R	0.023	0.018	0.973	0.973	0.016	0.011	2.618	0.000
STK_DNS_R	0.045	0.035	0.895	0.897	0.025	0.022	2.307	0.002
BLD_DSN_R	0.051	0.041	0.867	0.889	0.035	0.026	0.578	0.334
BLD_SND_R	0.073	0.059	0.725	0.734	0.055	0.036	1.378	0.389
BLD_DNS_R	0.043	0.034	0.908	0.911	0.027	0.021	0.519	0.319

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